No project description provided
Project description
JAX-LOB
JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading
Architecture of the package:
gymnax_exchange: theGPUversion of rl_environmentjaxob: Jax limit order bookjaxen: Jax trading_environmentjaxrl: Jax training loop
Outlines for our work:
-
Converting into Jax
-
Baseline Models(TWAP, VWAP), Pre-train(Imitation Learning, GAIL)
-
Representing the order book
-
Generating Order Flows by Tockenizing with Large Language Models
-
Anyone who might conribute codes to this repositry, please send email to me: kang.li@stats.ox.ac.uk
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
jaxlob-0.11.tar.gz
(22.1 kB
view details)
File details
Details for the file jaxlob-0.11.tar.gz.
File metadata
- Download URL: jaxlob-0.11.tar.gz
- Upload date:
- Size: 22.1 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/4.0.2 CPython/3.9.13
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
fc2859a29eb497fe995342b222222cc61eb9954b56185753c294dc7147304bd4
|
|
| MD5 |
3c9df7b25477b4a2ebbc361dbb607c9f
|
|
| BLAKE2b-256 |
d4cbe329b5022e9e2c0769071ad6ffccd4070da84bdb4b8d144ad410cd1deef5
|
